DRIIX vs. DFSVX
Compare and contrast key facts about Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
DRIIX is managed by Dimensional. It was launched on Nov 1, 2015. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
DRIIX vs. DFSVX - Performance Comparison
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DRIIX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | -3.01% | 17.17% | 15.44% | 19.21% | -14.15% | 20.45% | 13.36% | 25.42% | -9.17% | 21.64% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, DRIIX achieves a -3.01% return, which is significantly lower than DFSVX's 6.83% return. Both investments have delivered pretty close results over the past 10 years, with DRIIX having a 10.63% annualized return and DFSVX not far ahead at 10.84%.
DRIIX
- 1D
- -0.21%
- 1M
- -6.70%
- YTD
- -3.01%
- 6M
- -0.46%
- 1Y
- 14.84%
- 3Y*
- 13.88%
- 5Y*
- 8.80%
- 10Y*
- 10.63%
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
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DRIIX vs. DFSVX - Expense Ratio Comparison
DRIIX has a 0.22% expense ratio, which is lower than DFSVX's 0.30% expense ratio.
Return for Risk
DRIIX vs. DFSVX — Risk / Return Rank
DRIIX
DFSVX
DRIIX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DRIIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 1.13 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.67 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.28 | 1.56 | -0.28 |
Martin ratioReturn relative to average drawdown | 6.24 | 5.75 | +0.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DRIIX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 1.13 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.45 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.45 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.51 | +0.21 |
Correlation
The correlation between DRIIX and DFSVX is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DRIIX vs. DFSVX - Dividend Comparison
DRIIX's dividend yield for the trailing twelve months is around 3.03%, more than DFSVX's 1.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DRIIX Dimensional 2045 Target Date Retirement Income Fund | 3.03% | 2.89% | 3.25% | 3.43% | 3.90% | 3.23% | 2.92% | 2.19% | 2.29% | 1.23% | 1.39% | 0.00% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
DRIIX vs. DFSVX - Drawdown Comparison
The maximum DRIIX drawdown since its inception was -32.56%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for DRIIX and DFSVX.
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Drawdown Indicators
| DRIIX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.56% | -66.70% | +34.14% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -15.11% | +5.81% |
Max Drawdown (5Y)Largest decline over 5 years | -21.77% | -27.69% | +5.92% |
Max Drawdown (10Y)Largest decline over 10 years | -32.56% | -52.12% | +19.56% |
Current DrawdownCurrent decline from peak | -7.13% | -5.89% | -1.24% |
Average DrawdownAverage peak-to-trough decline | -4.04% | -9.51% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.00% | 4.09% | -2.09% |
Volatility
DRIIX vs. DFSVX - Volatility Comparison
The current volatility for Dimensional 2045 Target Date Retirement Income Fund (DRIIX) is 3.67%, while DFA U.S. Small Cap Value Portfolio I (DFSVX) has a volatility of 5.46%. This indicates that DRIIX experiences smaller price fluctuations and is considered to be less risky than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DRIIX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.67% | 5.46% | -1.79% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 12.88% | -6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.61% | 23.35% | -10.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.83% | 21.68% | -8.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.61% | 23.92% | -9.31% |